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	param	t-stat
$ω$	0.3032	4.66
$α$	0.1283	3.13
$β$	0.4775	2.69
$γ_{1}$	0.3283	0.64
$γ_{2}$	-1.8674	-2.51
$γ_{3}$	2.6554	6.23
$γ_{4}$	-0.8773	-1.76

V-Lab

ESR 2022 PLC Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other ESR 2022 PLC Analyses